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Trade: IOTA/USDT/720/ZLMA/SUPERTREND/4211

Strategy
IOTA/USDT/720/ZLMA/SUPERTREND/4211
Pair
IOTA_USDT
Interval
12h
Score
366563
Daily Profit
0.157095
Profit Factor
1.399012
Profitability
47.530864
Streak
83.687704
Best Strategy
Training Data Length
2505.000000
Evaluation Time
2025-10-02 19:30
Expiration Time
2025-12-16 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393522.8771 368066.5806 25456.2965 14119.5978 166863.5162 -152743.9184
Total P&L (%) 393.5229 368.0666 25.4563 14.1196 166.8635 -152.7439
Avg Daily Profit (%) 0.1571 0.1469 0.0102 0.0053 0.0392 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165801 -143209 -116342 -444242 -388470 -448390
Profit Factor 1.399 1.7496 1.0514 1.0071 1.1809 0.8554
Total Trades 162 81 81 162 81 81
Winning Trades 77 40 37 77 40 37
Losing Trades 85 41 44 85 41 44
Profitability (%) 47.5309 49.3827 45.679 47.5309 49.3827 45.679
Ratio Avg Win / Avg Loss 1.5444 1.7934 1.2503 1.1118 1.2104 1.0172
Largest Winning Trade 205521 205521 39847 252060 252060 105683
Largest Losing Trade -52678 -52678 -44489 -173477 -173477 -161065
Avg Bars in Trades 29 38 20 29 38 20
Avg Bars in Winners 28 34 21 28 34 21
Avg Bars in Losers 30 42 19 30 42 19
Bars Traded 4765 3115 1650 4765 3115 1650
Profit Streak 83.6877 125.1877 83.6877 83.6877 125.1877 83.6877
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366563 -4817 -359558 -434937 -173352 -591914
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548504000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422617635,
    "expiration_time": 1765899360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 103,
            "offset": 147,
            "multiplier": 2.905
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            393522.8771336715,
            368066.5806432989,
            25456.2964903726,
            14119.5977684402,
            166863.5161828026,
            -152743.9184143624
        ],
        [
            393.522877,
            368.066581,
            25.456296,
            14.119598,
            166.863516,
            -152.743918
        ],
        [
            0.157095,
            0.146933,
            0.010162,
            0.005273,
            0.039192,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165801,
            -143209,
            -116342,
            -444242,
            -388470,
            -448390
        ],
        [
            1.399012,
            1.749613,
            1.051403,
            1.007136,
            1.180877,
            0.855379
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            47.530864,
            49.382716,
            45.679012,
            47.530864,
            49.382716,
            45.679012
        ],
        [
            1.544364,
            1.793354,
            1.250317,
            1.111773,
            1.210399,
            1.017207
        ],
        [
            205521,
            205521,
            39847,
            252060,
            252060,
            105683
        ],
        [
            -52678,
            -52678,
            -44489,
            -173477,
            -173477,
            -161065
        ],
        [
            29,
            38,
            20,
            29,
            38,
            20
        ],
        [
            28,
            34,
            21,
            28,
            34,
            21
        ],
        [
            30,
            42,
            19,
            30,
            42,
            19
        ],
        [
            4765,
            3115,
            1650,
            4765,
            3115,
            1650
        ],
        [
            83.687704,
            125.187704,
            83.687704,
            83.687704,
            125.187704,
            83.687704
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366563,
            -4817,
            -359558,
            -434937,
            -173352,
            -591914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548504000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422617635,
    "expiration_time": 1765899360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 103,
            "offset": 147,
            "multiplier": 2.905
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)